Zapata is a reported target of the Gunners and is under contract with the Serie A outfit until June 2012.
"It's nice to hear that Arsenal are interested in the player," said Zapata's agent Massimo Italiani to calciomercato.com.
"For several years now, Zatapa has been linked to prestigious clubs and that means that he is doing things well.
"Several Italian clubs are also interested in Zapata but for the time being, I have not received any offers from Italy or England."
Italiani believes Zapata would be open to a move to the Premier League this summer.
"He is happy at Udinese but like any other player, he wants to improve and grow," said Italiani.
"If an offer from a big club arrives, then it will be taken into consideration.
"But for the time being there is nothing official, just rumours."
The 23-year-old joined Udinese in 2005 from Deportivo Cali.
The South American player made 29 league appearances for Udinese last season.